After looking at what you have so far, I was going to suggest going Intel for gaming. But lets say you want to stick with AMD.

How about getting an Athlon64 Black Edition and just oc'ing it. The Phenom 9500 at stock speeds is not that great a cpu, considering you can get an Athlon64 BE for way cheaper and oc it.

When (and if) they finally release a Phenom at better clocks, you can upgrade to it then.

I think its best to get everything in one shot. Save up and buy everything at the same time.
But if you are going to buy part, by part, get the case/psu/etc stuff first. Those things don't change in price as often as other pc parts. Maybe by the time you are ready to buy the mobo/cpu/etc you'll have enough for an Intel cpu

anythign that doesn't have a limited return warranty, , leave your gfx cards, and cpu till later on, because they have a limited return policy on newegg. I made the mistake of buying my gfx card early, and as suck my step up program is going to expire earlier than the other components of my system.

I never used a xeon before, but i read that is a Q6600 in disguise so i might give it a go. The RAM is prefect, i tought it was too expensive but i noticed the mail-in-rebate, as for the PSU, I currently have a 550watt psu and it has a hard time feeding my current system properly, so i was aiming at 650+, oh and the motherboard seems pretty nice for its price.

What brand, and what amps does it have? Also, is is dual rail?
Multi rail is pretty crap IMO. With one big rail, you're sure you're getting all your power. However with multi rails you could have one rail maxed out and the other pretty much on vacation...

And no, the xeon isn't a q6600 in disguise, it's a real server chip. Ask trt, he has the 2.13GHz 1066FSB quad core xeon, and it's 3GHz stable on the lowest voltage his motherboard will do (1.08v)